The Sortino framework for constructing portfolios : focusing on desired target return to optimize upside potential relative to downside risk /

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The most common way of constructing portfolios is to use traditional asset allocation strategies, which match the client's risk appetite to a weighted allocation strategy of fixed income, equities, and other types of assets. This method focuses on how the money is allocated, rather than on futu...

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Bibliographic Details
Call Number:Libro Electrónico
Other Authors: Sortino, Frank Alphonse, 1932-
Format: Electronic eBook
Language:Inglés
Published: Amsterdam ; Boston : Elsevier, ©2010.
Series:Elsevier finance.
Subjects:
Portfolio management.
Investment analysis.
Risk management.
Risk Management
Gestion de portefeuille.
Analyse financière.
Gestion du risque.
risk management.
BUSINESS & ECONOMICS > Investments & Securities > General.
Online Access:Texto completo (Requiere registro previo con correo institucional)

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